Accuracies of Model Risks in Finance using Machine Learning
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References listed on IDEAS
- Valeriane Jokhadze & Wolfgang M. Schmidt, 2020. "Measuring Model Risk In Financial Risk Management And Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 23(02), pages 1-37, April.
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More about this item
Keywords
Machine Learning; Model Risk; Credit Card Fraud; Decisions Support; Stress-Testing;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-04-26 (Big Data)
- NEP-CMP-2021-04-26 (Computational Economics)
- NEP-CWA-2021-04-26 (Central and Western Asia)
- NEP-FMK-2021-04-26 (Financial Markets)
- NEP-RMG-2021-04-26 (Risk Management)
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